On the relationships between copulas of order statistics and marginal distributions
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- Rychlik, Tomasz, 1994. "Distributions and expectations of order statistics for possibly dependent random variables," Journal of Multivariate Analysis, Elsevier, vol. 48(1), pages 31-42, January.
- Avérous, Jean & Genest, Christian & C. Kochar, Subhash, 2005. "On the dependence structure of order statistics," Journal of Multivariate Analysis, Elsevier, vol. 94(1), pages 159-171, May.
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- Fuchs, Sebastian & Schmidt, Klaus D., 2021. "On order statistics and Kendall’s tau," Statistics & Probability Letters, Elsevier, vol. 169(C).
- Castaño-Martínez, A. & Pigueiras, G. & Sordo, M.A., 2019. "On a family of risk measures based on largest claims," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 92-97.
- Lebrun, Régis & Dutfoy, Anne, 2014. "Copulas for order statistics with prescribed margins," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 120-133.
- Gupta, Nitin & Misra, Neeraj & Kumar, Somesh, 2015. "Stochastic comparisons of residual lifetimes and inactivity times of coherent systems with dependent identically distributed components," European Journal of Operational Research, Elsevier, vol. 240(2), pages 425-430.
- Arnold, Sebastian & Molchanov, Ilya & Ziegel, Johanna F., 2020. "Bivariate distributions with ordered marginals," Journal of Multivariate Analysis, Elsevier, vol. 177(C).
- Dietz, Markus & Fuchs, Sebastian & Schmidt, Klaus D., 2016. "On order statistics and their copulas," Statistics & Probability Letters, Elsevier, vol. 117(C), pages 165-172.
- Bezgina, E. & Burkschat, M., 2019. "On total positivity of exchangeable random variables obtained by symmetrization, with applications to failure-dependent lifetimes," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 95-109.
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